4
H index
1
i10 index
56
Citations
Miguel Jerez : Citation Profile
Universidad Complutense de Madrid | RESEARCH PRODUCTION: 15 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
32 years (1988 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Miguel Jerez. | Is cited by:
| Cites to:
|
Main data
Where Miguel Jerez has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics | 2 |
| International Journal of Forecasting | 2 |
Recent works citing Miguel Jerez (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Measuring business cycles using VARs. (2025). Moura, Alban ; Fve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp201. Full description at Econpapers || Download paper |
| 2024 | Causality from Oil Price Shocks to Macroeconomic Indicators: A Comparison for Top Oil Importer Countries. (2024). Kocaman, Merve. In: Bingol University Journal of Economics and Administrative Sciences. RePEc:bgo:journl:v:8:y:2024:i:2:p:205-218. Full description at Econpapers || Download paper |
| 2024 | Identification of canonical models for vectors of time series: a subspace approach. (2024). Garcia-Hiernaux, Alfredo ; Casals, Jose ; Jerez, Miguel. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:3:d:10.1007_s00362-023-01451-y. Full description at Econpapers || Download paper |
| 2025 | Measuring business cycles using vars. (2025). Moura, Alban ; Fve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:131001. Full description at Econpapers || Download paper |
Works by Miguel Jerez:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | An Exact Multivariate Model-Based Structural Decomposition In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 18 |
| 2006 | A proposal to obtain a long quarterly chilean gdp series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A Proposal to Obtain a Long Quarterly Chilean GDP Series.(2006) In: Latin American Journal of Economics-formerly Cuadernos de Economía. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2007 | Estimating the system order by subspace methods In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Estimating the system order by subspace methods.(2012) In: Computational Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2000 | Índices de precios de la zona noroccidental de Castilla y León, 1518–1650* In: Revista de Historia Económica / Journal of Iberian and Latin American Economic History. [Full Text][Citation analysis] | article | 3 |
| 1999 | A fast and stable method to compute the likelihood of time invariant state-space models In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2016 | The deflationary effect of oil prices in the euro area In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
| 2000 | Exact smoothing for stationary and non-stationary time series In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2005 | Growth, cycles, and convergence in US regional time series: A personal point of view In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2012 | From general state-space to VARMAX models In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 2010 | From general State-Space to VARMAX models.(2010) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Effectiveness of capital account regulation: Lessons from Brazil and Peru In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 1992 | Una metodologÃa para el seguimiento de objetivos definidos sobre series históricas: el caso del control monetario en España In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 0 |
| 1991 | Una metodología para el seguimiento de objetivos definidos sobre series históricas: el caso del control monetario en España.(1991) In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Modelling and forecasting time series sampled at different frequencies In: Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2006 | Modelling an forecasting time series sampled at different frequencies.(2006) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2017 | Oil price pass-through into inflation in Spain at national and regional level In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Oil price pass-through into inflation in Spain at national and regional level.(2020) In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2009 | Likelihood stabilization for ill-conditioned vector GARCH models In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Warfare, Economic Performance And The Struggle For World Hegemony In The Early Modern Period: Guns Versus Butter In Eighteenth-Century Britain And Spain In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 1 |
| 1988 | Un análisis cuantitativo del sector de producción y transporte de energía eléctrica In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales. [Full Text][Citation analysis] | paper | 0 |
| 1990 | Dynamic optimization with asymetrical penalties In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales. [Full Text][Citation analysis] | paper | 0 |
| 1990 | Shift assignment by integer programming techniques In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Deteccióon de Raíces Unitarias y Cointegración mediante Métodos de Subespacios In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Fast estimation methods for time series models in state-space form In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Unit Roots and Cointegrating Matrix Estimation using Subspace Methods In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Minimally Conditioned Likelihood for a Nonstationary State Space Model In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The impact of oil prices on products groups inflation: is the effect asymmetric? In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The impact of oil prices on products groups inflation: is the effect asymmetric?.(2020) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team